Anic Equity¶

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Total return since start: 0.555 %¶

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Equity now: -----------------------------> 47497.05 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46102.14 Kr¶

PnL: ---------------------------------------> -786.43 Kr¶

DD now: ---------------------------------> -2.33 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-19 09:17:59.374342'

Anic Portfolio¶

Today¶

Return: -0.854 %¶

This Week¶

Return: -0.077 %¶

Total¶

Return: 55.493 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 -1.980000 3083.600000 112.600000 3.790000 2971.000006
HEBA B 70 -2.370000 2744.000000 108.000000 4.100000 2636.000010
FM Mattsson Mora Group B 50 0.000000 3005.000000 78.000000 2.660000 2927.000000
Corem Property Group B 59 -0.190000 636.610000 59.610000 10.330000 576.999999
Samhällsbyggnadsbo. i Norden B 20 -5.810000 399.000000 44.000000 12.390000 355.000000
Norva24 Group 16 0.670000 576.000000 33.000000 6.080000 543.000000
HMS Networks 2 -0.960000 704.400000 31.400000 4.670000 673.000000
OEM International B 7 -0.500000 558.600000 30.600000 5.800000 527.999997
Boozt 12 -2.580000 1678.800000 24.800000 1.500000 1653.999996
Intrum 4 -0.290000 551.200000 24.200000 4.590000 527.000000
MedCap 2 -0.450000 444.000000 23.000000 5.460000 421.000000
Coor Service Management Hold. 8 -0.510000 548.800000 16.800000 3.160000 532.000000
Eastnine 4 -0.310000 506.400000 15.400000 3.140000 491.000000
SAAB B 8 -0.420000 3387.200000 10.200000 0.300000 3377.000000
AcadeMedia 12 -0.670000 565.200000 8.200000 1.470000 557.000004
Fastighetsbolag. Emilshus Pref 21 0.000000 569.100000 7.100000 1.260000 562.000005
Securitas B 6 -0.290000 572.640000 2.640000 0.460000 570.000000
Samhällsbyggnadsbo. i Norden D 12 -3.460000 247.920000 1.920000 0.780000 246.000000
Swedbank A 3 -0.260000 565.650000 1.650000 0.290000 564.000000
Creaspac SPAC 6 -0.410000 576.600000 -0.400000 -0.070000 577.000002
Resurs Holding 22 -0.990000 573.540000 -0.460000 -0.080000 573.999998
Essity B 2 0.420000 572.600000 -1.400000 -0.240000 574.000000
Handelsbanken A 5 0.460000 543.500000 -2.500000 -0.460000 546.000000
Essity A 4 0.000000 1144.000000 -5.000000 -0.440000 1149.000000
CTEK 13 -1.340000 526.500000 -7.500000 -1.400000 533.999999
Karnov Group 9 -0.170000 527.400000 -8.600000 -1.600000 536.000004
Midsona B 63 -1.210000 567.630000 -15.370000 -2.640000 582.999984
Nordea Bank Abp 29 -0.370000 3426.640000 -27.360000 -0.790000 3453.999992
Vivesto 1368 0.000000 569.910000 -43.090000 -7.030000 612.999432
International Petroleum Corp. 5 -1.870000 550.000000 -44.570000 -7.500000 594.565215
Sampo Oyj SDB 7 0.090000 3741.500000 -108.500000 -2.820000 3850.000000
OX2 18 -1.120000 1510.200000 -153.800000 -9.240000 1663.999992
Axfood 13 -0.930000 3594.500000 -161.500000 -4.300000 3756.000001
Fasadgruppen Group 35 0.000000 3447.500000 -363.500000 -9.540000 3810.999990
Ovzon 52 -3.310000 2886.000000 -476.000000 -14.160000 3361.999992
TOTAL 46102.140000 -786.430000 -2.32951% 46888.564618

Updated:¶

'2023-01-19 09:18:11.941431'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶